Very neat concept!  I like to walk but 20-some miles would be a challenge…do you do any special training in the weeks leading up to the DM?

I don’t.  I regularly go on hikes in the White Mountains that are longer (although easier on the joints; city streets are a lot harder than “dirt”).
But one reason we originally picked the ~20 mile length is that a good fraction of people that don’t regularly hike that far, but are in “reasonably good shape”, can do it.  Sure, you might feel like, well, death, the next day.
The routes to date have also made sure to stay relatively close to transit options if people need to drop out, and we do pick rendezvous times for people to join in (we lost 2 people early on in Manhattan, were joined by someone partway through, and had partial walkers for both SF and CHI).
The biggest issue for people not used to the walking is feet. We heavily encourage people to make sure they’ve got good walking shoes.  And moleskin.  And a change of socks.  (We didn’t need any moleskin or sock swapping this year, however).